具有刚性约束随机非线性动力系统擦边现象的研究

利用Chebyshev多项式逼近法在单边约束条件下将带有随机参数的Duffing-van der Pol系统转化为与之等价的确定性系统,然后利用确定性系统的数值方法,研究了系统在擦边附近的动力学行为.研究表明,随机非光滑动力系统由擦边到混沌运动过程中,存在一个擦边区间.当控制参数完全经过这个区间时,随机系统才变为和确定性系统类似的混沌运动,而在这个区间内,随机系统经过一个由擦边运动到混沌再到擦边运动的反复过程.同时作者还发现,随机非光滑动力系统在擦边附近存在由随机因素诱发的倍周期分岔现象.     

STOCHASTIC P-BIFURCATION OF TRI-STABLE VAN DER POL-DUFFING OSCILLATOR

分析了乘性和加性噪声作用下三稳态Van der Pol-Duffing振子的随机P分岔. 首先用随机平均法得到系统的随机微分方程,求得系统响应幅值的稳态概率密度函数. 然后应用分岔分析的奇异性理论,求得随机P分岔发生的临界参数条件,得到多种定性不同的稳态概率密度曲线. 讨论了2种激励噪声强度和系统阻尼对响应稳态概率密度曲线峰的个数、各峰值相对大小的影响. 通过Monte-Carlo数值模拟对理论计算结果进行了验证.该方法可用于其他系统的随机P分岔分析.     

Duffing-van der Pol系统的随机分岔

应用广义胞映射图论方法(GCMD)研究了在谐和激励与随机噪声共同作用下的Duffing-van der Pol系统的随机分岔现象. 系统参数选择在多个吸引子与混沌鞍共存的范围内. 研究发现, 随着随机激励强度的增大,该系统存在两种分岔现象: 一种为随机吸引子与吸引域边界上的鞍碰撞, 此时随机吸引子突然消失; 另一种为随机吸引子与吸引域内部的鞍碰撞, 此时随机吸引子突然增大. 研究证实, 当随机激励强度达到某一临界值时, 该系统还会发生D-分岔(基于Lyapunov指数符号的改变而定义), 此类分岔点不同于上述基于系统拓扑性质改变所得的分岔点.     

随机激励对软弹簧杜芬振子动力学的分散作用

讨论了有界噪声激励对软弹簧杜芬振子的倍周期分岔至混沌运动的影响。利用蒙特卡罗方法,通过对系统受侵蚀安全盆的变化状况进行了观察,并由此对后继动力学分析的初始点进行了选取。系统的相图、倍周期分岔图以及庞加莱映射图等方面的数值结果表明,外加随机激励的作用往往掩盖原确定性系统内在的规则运动,对原确定性系统的运动具有较典型的分散作用,可延缓系统的倍周期分岔,也可使得系统内在随机行为提前发生,即可使得系统更容易出现混沌运动。     

参数激励耦合系统的复杂动力学行为分析

分析了耦合van der Pol振子参数共振条件下的复杂动力学行为．基于平均方程，得到了参数平面上的转迁集，这些转迁集将参数平面划分为不同的区域，在各个不同的区域对应于系统不同的解．随着参数的变化，从平衡点分岔出两类不同的周期解，根据不同的分岔特性，这两类周期解失稳后，将产生概周期解或3—D环面解，它们都会随参数的变化进一步导致混吨．发现在系统的混沌区域中，其混吨吸引子随参数的变化会突然发生变化，分解为两个对称的混吨吸引子．值得注意的是，系统首先是由于2—D环面解破裂产生混吨，该混吨吸引子破裂后演变为新的混吨吸引子，却由倒倍周期分岔走向3—D环面解，也即存在两条通向混沌的道路：倍周期分岔和环面破裂，而这两种道路产生的混吨吸引子在一定参数条件下会相互转换．     

随机干扰与随机参数激励联合作用下的Hopf分叉

本文研究van der Pol-Duffing型的非线性振子在随机干扰和随机参数联合作用下的Hopf分叉现象。本文所得结果证实了当系统处在于Hopf分叉点附近时,对系统的参数的变化具有敏感性。在研究过程中,我们利用Markov扩散过程逼近系统的随机响应,得到了沿稳定矩的概率1稳定和矩稳定的条件。对于非线性振子,我们得到了振幅过程的稳态概论密度函数。研究发现,确定性系统的Hopf分叉点在随机参数作用下具有漂移现象,这种漂移是由系统的性质所决定的,当分叉点为超临界的,分叉点向前漂移;而当分叉点为亚临界时,这种漂移是向后的。当系统处在外部随机干扰作用下时,系统出现非零响应。另外我们发现,稳态矩的分叉与其阶数无关。     

Duffing系统随机分岔的全局分析

应用广义胞映射方法研究了在谐和与随机噪声联合作用下的Dnmng系统的随机分岔现象．对于随机Dnmng系统，以吸引子形态的突然变化，描述一类随机分岔现象．数值结果表明，随着随机激励强度的逐渐增大，当随机激励强度通过临界值时，随机系统的吸引子与其吸引域边界(吸引域)上的鞍碰撞，发生分岔现象．比较结果表明，在同样的参数区域内，Lyapunov指数均为负值，也就是说，在Lyapunov指数意义下，无法发现这种随机分岔现象．     

非线性随机动力系统的稳定性和分岔研究

在随机动力系统中的分岔──噪声导致的跃迁行为，是一种有别于确定性系统分岔与混沌的独特的非线性复杂现象．本文全面评述非线性随机系统的稳定性问题、离出问题、随机动力系统理论和随机分岔等各项研究的发展历史、基本的思想方法以及主要的研究成果．     

Van der Pol时滞弱耦合系统多尺度分析

对于非线性耦合项中带有时滞的van der Pol系统,采用多尺度法对该系统进行定性以及定量的分析.研究结果表明,对于van der Pol时滞耦合系统,时滞的存在影响了系统的稳定性,使系统的周期解发生了静态分岔和Hopf分岔.研究还发现,对于耦合强度较弱的情形,利用多尺度法对系统进行定嚣分析是合理可靠的.我们取不同的耦合强度作用了系统的时间历程图,相图和分岔图,分析了解析解与数值解之间产生误差的原因.本文所研究的系统来源于耦合的激光振荡器.     

准周期响应对称破缺分岔点的一种快速计算方法

稳态响应如周期及准周期解的分岔计算, 是非线性动力学研究的难点问题之一. 与计算方法及分析理论相对完善的周期响应相比, 准周期响应的求解只是在近些年才得到较大进展, 而且其分岔分析更加棘手, 仍需要更有效的理论和方法. 目前, 稳态响应尤其是准周期响应的分岔计算, 一般需采用数值方法, 通过调节参数反复试算得到. 为此, 本文基于增量谐波平衡IHB法提出一种快速方法, 可以高效地确定准周期响应的对称破缺分岔点. 方法的理论基础是在准周期解的广义谐波级数表达基础上, 当响应发生对称破缺分岔时, 其偶次(含零次)谐波系数将逐渐由0变为小量. 基于此性质, 将零次谐波系数预先设定为小量, 同时将分岔控制参数视为可变的迭代变量, 进而通过IHB法构造迭代格式. 作为算例, 研究不可约频率作用下的双频激励Duffing系统以及Duffing-van der Pol耦合系统. 结果表明, 只要迭代格式收敛, 随着预设小量减小, 控制参数将逐渐接近分岔近似值; 同时, 通过提高谐波截断数可显著提高近似分岔值的计算精度. 所提方法无需反复试算, 只要迭代过程收敛、便可实现分岔点直接快速计算.      

Analysis of period-doubling bifurcation in double-well stochastic Duffing system via Laguerre polynomial approximation

The Laguerre polynomial approximation method is applied to study the stochastic period-doubling bifurcation of a double-well stochastic Duffing system with a random parameter of exponential probability density function subjected to a harmonic excitation. First, the stochastic Duffing system is reduced into its equivalent deterministic one, solvable by suitable numerical methods. Then nonlinear dynamical behavior about stochastic period-doubling bifurcation can be fully explored. Numerical simulations show that similar to the conventional period-doubling phenomenon in the deterministic Duffing system, stochastic period-doubling bifurcation may also occur in the stochastic Duffing system, but with its own stochastic modifications. Also, unlike the deterministic case, in the stochastic case the intensity of the random parameter should also be taken as a new bifurcation parameter in addition to the conventional bifurcation parameters, i.e. the amplitude and the frequency of harmonic excitation.     

Hopf bifurcation control for stochastic dynamical system with nonlinear random feedback method

Hopf bifurcation control in nonlinear stochastic dynamical system with nonlinear random feedback method is studied in this paper. Firstly, orthogonal polynomial approximation is applied to reduce the controlled stochastic nonlinear dynamical system with nonlinear random controller to the deterministic equivalent system, solvable by suitable numerical methods. Then, Hopf bifurcation control with nonlinear random feedback controller is discussed in detail. Numerical simulations show that the method provided in this paper is not only available to control the stochastic Hopf bifurcation in nonlinear stochastic dynamical system, but is also superior to the deterministic nonlinear feedback controller.     

Bifurcation and Chaos Analysis of Stochastic Duffing System Under Harmonic Excitations

The Chebyshev polynomial approximation is applied to the dynamic response problem of a stochastic Duffing system with bounded random parameters, subject to harmonic excitations. The stochastic Duffing system is first reduced into an equivalent deterministic non-linear one for substitution. Then basic non-linear phenomena, such as stochastic saddle-node bifurcation, stochastic symmetry-breaking bifurcation, stochastic period-doubling bifurcation, coexistence of different kinds of steady-state stochastic responses, and stochastic chaos, are studied by numerical simulations. The main feature of stochastic chaos is explored. The suggested method provides a new approach to stochastic dynamic response problems of some dissipative stochastic systems with polynomial non-linearity.     

The asymptotic stability analysis in stochastic logistic model with Poisson growth coefficient

The asymptotic stability of a discrete logistic model with random growth coefficient is studied in this paper. Firstly, the discrete logistic model with random growth coefficient is built and reduced into its deterministic equivalent system by orthogonal polynomial approximation. Then, the linear stability theory and the Jury criterion of nonlinear deterministic discrete systems are applied to the equivalent one. At last, by mathematical analysis, we find that the parameter interval for asymptotic stability of nontrivial equilibrium in stochastic logistic system gets smaller as the random intensity or statistical parameters of random variable is increased and the random parameter's influence on asymptotic stability in stochastic logistic system becomes prominent.     

Hopf bifurcation of nonlinear system with multisource stochastic factors

The article mainly explores the Hopf bifurcation of a kind of nonlinear system with Gaussian white noise excitation and bounded random parameter. Firstly, the nonlinear system with multisource stochastic factors is reduced to an equivalent deterministic nonlinear system by the sequential orthogonal decomposition method and the Karhunen–Loeve (K-L) decomposition theory. Secondly, the critical conditions about the Hopf bifurcation of the equivalent deterministic system are obtained. At the same time the influence of multisource stochastic factors on the Hopf bifurcation for the proposed system is explored. Finally, the theorical results are verified by the numerical simulations.     

The effect of the random parameter on the basins and attractors of the elastic impact system

The global dynamic behavior of the elastic impact system with one random parameter is researched in this paper. First, based on the orthogonal polynomial approximation, the stochastic system is transformed into an equivalent deterministic system. Then the composite cell coordinate system method is used to derive the basins and attractors of the equivalent system. It is found that the random parameter affects the global dynamics of the system tremendously. Under the same conditions, the basins and attractors of the stochastic system are entirely different from that of the deterministic system.     

On the propagation of statistical model parameter uncertainty in CFD calculations

This work considers a new class of finite-volume approximations for scalar and system nonlinear conservation laws with multiple sources of stochastic model parameter uncertainty. The deterministic propagation of model parameter uncertainty is achieved through the introduction of additional stochastic coordinates. Particular attention is given to the construction of specialized piecewise polynomial approximation spaces well suited to the high-order accurate approximation of solution discontinuities in both physical and stochastic dimensions without exhibiting Gibbs-like oscillations characteristic of polynomial approximation. The proposed discretization easily retrofits existing finite-volume CFD codes in use today. Numerical results are presented for inviscid Burgers equation with uncertain initial data as well as the compressible Reynolds-averaged Navier–Stokes equations with uncertain boundary data and turbulence model parameters.     

Stochastic bifurcation in duffing system subject to harmonic excitation and in presence of random noise

A global analysis of stochastic bifurcation in a special kind of Duffing system, named as Ueda system, subject to a harmonic excitation and in presence of random noise disturbance is studied in detail by the generalized cell mapping method using digraph. It is found that for this dissipative system there exists a steady state random cell flow restricted within a pipe-like manifold, the section of which forms one or two stable sets on the Poincare cell map. These stable sets are called stochastic attractors (stochastic nodes), each of which owns its attractive basin. Attractive basins are separated by a stochastic boundary, on which a stochastic saddle is located. Hence, in topological sense stochastic bifurcation can be defined as a sudden change in character of a stochastic attractor when the bifurcation parameter of the system passes through a critical value. Through numerical simulations the evolution of the Poincare cell maps of the random flow against the variation of noise intensity is explored systematically. Our study reveals that as a powerful tool for global analysis, the generalized cell mapping method using digraph is applicable not only to deterministic bifurcation, but also to stochastic bifurcation as well. By this global analysis the mechanism of development, occurrence, and evolution of stochastic bifurcation can be explored clearly and vividly.     

一类时变分岔问题与Duffing—Van der Pol振子

用量级平衡方法分析一类时变分岔问题,得出正反两个方向的分岔转迁滞后且具有对称性,将Duffing-Van derPol振子的相图是一动态滞后环。